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Multidimensional Diffusion Processes
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Multidimensional Diffusion Processes (Hardback)

£72.00
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Synopsis

This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. This approach was initiated by Stroock and Varadhan in their famous papers. (...) The proofs and techniques are presented in such a way that an adaptation in other contexts can be easily done. (...) The reader must be familiar with standard probability theory and measure theory which are summarized at the beginning of the book. This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view.

Science & MathematicsMathematicsApplied mathematicsStochasticsScience & MathematicsMathematicsCalculus & mathematical analysisDifferential calculus & equationsScience & MathematicsMathematicsProbability & statisticsScience & MathematicsPhysicsMathematical physicsScience & MathematicsPhysicsStatistical physics Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Publication Date: 31/12/1979 ISBN-13: 9783540903536  Details: Type: Hardback Format: Books
Availability: Unavailable. This title is Out of Print.  

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